-55.5%
ACHR vs BURL
+1.1%
-56.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.6% | +16.3% | +15.4% |
| 7D | +5.7% | +4.1% | +1.6% | +3.8% |
| 30D | -4.9% | -9.5% | +4.5% | -1.2% |
| 3M | -15.1% | -33.5% | +18.4% | -0.6% |
| 6M | -30.7% | -22.1% | -8.6% | -25.0% |
| YTD | -41.0% | -14.6% | -26.4% | -38.8% |
| 1Y | -50.0% | -8.4% | -41.6% | -50.3% |
| 3Y | -17.0% | +86.6% | -103.6% | -38.8% |
| 5Y | -29.4% | -17.2% | -12.3% | -36.5% |
| All | -55.5% | +1.1% | -56.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling